Stock A, whose price is $30, has an expected return of 11% and a volatility of 25%. Stock B, whose price is $40, has an expected return of 15% and a volatility of 30%. The processes driving the returns are correlated with correlation parameter ρ. In Excel, simulate the two stock price paths over three months using daily time steps and random samples from normal distributions. Chart the results and by hitting F9 observe how the paths change as the random samples change. Consider values of ρ equal to 0.50, 0.75, and 0.95.